+50.2%
CART vs RNG
+178.2%
-128.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.2% |
| 7D | -0.6% | -3.5% | +2.9% | 0.0% |
| 30D | +23.1% | -3.8% | +26.8% | +23.9% |
| 3M | +19.2% | +18.6% | +0.6% | +15.7% |
| 6M | +45.7% | +69.2% | -23.5% | +33.6% |
| YTD | +30.9% | +161.9% | -131.0% | +9.2% |
| 1Y | +50.2% | +176.2% | -126.0% | +23.9% |
| All | +50.2% | +178.2% | -128.0% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling